I've seen this one a few times - it's caused by the existence of a "lockfile" on the client-side activity history database that the SQL Backup Console uses. Since you can only have one console per user session, it assumes that if there is a lockfile present, the user is already running SQL Backup Console.

Please check %userprofile%\\appdata\\local\\red gate\\sql backup for a file called lockfile.pid. If it exists, delete it or check that it is not being locked by an anti-virus scan. If not, ensure you have full rights to the folder.

Sorry, I can't determine the cause of this. There must have been a worker thread running that did not terminate when you closed the window. If this happens again, we can try attaching a debugger and getting a stack dump to try to see what it's doing.

This happens also for me from time to time. Sometimes I used window "X" button, sometimes the shortcut ALT + F4 or the Exit item from the File menu.
I can't say for sure with which way the problem occur for now.